Using Bayesian networks for bankruptcy prediction: some methodological issues
type: Item
instance of: scholarly article
title: Using Bayesian networks for bankruptcy prediction: some methodological issues
zbMATH Open document ID: 1123.90305
author: Prakash P. Shenoy
author: Li-Li Sun
published in: European Journal of Operational Research
publication date: 2007-03-08T00:00:00Z
Mathematics Subject Classification ID: 90B15
zbMATH DE Number: 5131602
zbMATH Keywords: bankruptcy prediction
zbMATH Keywords: Bayesian networks
zbMATH Keywords: naïve Bayes
zbMATH Keywords: variable selection
zbMATH Keywords: discretization of continuous variables
MaRDI profile type: Publication
full work available at URL: j.ejor.2006.04.019
OpenAlex ID: W1973611074
cites work: On the handling of continuous-valued attributes in decision tree generation
cites work: Certainty Equivalents for Three-Point Discrete-Distribution Approximations
cites work: Three-Point Approximations for Continuous Random Variables
cites work: Genetic programming and rough sets: a hybrid approach to bankruptcy classification
cites work: Discrete Approximations of Probability Distributions
cites work: Bayesian Models for Early Warning of Bank Failures
cites work: Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
cites work: Comparison of Discrimination Techniques Applied to a Complex Data Set of Head Injured Patients
DOI: 10.1016/J.EJOR.2006.04.019
description: scientific article; zbMATH DE number 5131602